Optimal Exercise of Swing Contracts in Energy Markets: An Integral Constrained Stochastic Optimal Control Problem. - Matteo Basei; Annalisa Cesaroni; Tiziano Vargiolu (SIAM J. Financial Math., 2014)

A Weak Martingale Approach to Linear-Quadratic McKean-Vlasov Stochastic Control Problems. - Matteo Basei; Huyên Pham (J. Optim. Theory Appl., 2019)

Optimal price management in retail energy markets: an impulse control problem with asymptotic estimates. - Matteo Basei (Math. Methods Oper. Res., 2019)

A McKean-Vlasov approach to distributed electricity generation development. - René Aïd; Matteo Basei; Huyên Pham (Math. Methods Oper. Res., 2020)

Nonzero-Sum Stochastic Differential Games with Impulse Controls: A Verification Theorem with Applications. - René Aïd; Matteo Basei; Giorgia Callegaro; Luciano Campi; Tiziano Vargiolu (Math. Oper. Res., 2020)

Logarithmic Regret for Episodic Continuous-Time Linear-Quadratic Reinforcement Learning over a Finite-Time Horizon. - Matteo Basei; Xin Guo 001; Anran Hu; Yufei Zhang 001 (J. Mach. Learn. Res., 2022)

Nonzero-Sum Stochastic Games and Mean-Field Games with Impulse Controls. - Matteo Basei; Haoyang Cao; Xin Guo 001 (Math. Oper. Res., 2022)